Pill is a tiny javascript library that adds dynamic content loading to static sites and makes content loading smooth for users.
Ladda is a javascript library to create buttons with built-in loading indicators , effectively bridging the gap between action and feedback.
Primarily intended for use with forms where it gives users immediate feedback upon submit rather than leaving them wondering while the browser does its thing.
Ladda can be use with both jQuery and javascript.
spin.js is an animated CSS3 loading spinner with VML fallback for IE. It dynamically creates spinning activity indicators that can be used as resolution-independent replacement for AJAX loading GIFs.
Also you can use spin.js as a jQuery plugin.